Laid; past tense of "Lay". Simple dictionary definitions are off-topic here. If you have a specific question about horses violently attacking the collar, please edit your post to include that information so we can give you an answer that fits your needs.
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Jonathan GarberFeb 27 '14 at 15:03

After some discussion on Meta, I've realized that this isn't really the easy dictionary definition it appeared to be at first. As Abby points out, it requires connecting too many dots. I've retracted my close vote.
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Jonathan GarberFeb 27 '14 at 21:35

2 Answers
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It basically means the horse started pulling on the collar strongly and intensely. Its closest definition is "attack", but idiomatically you can say you are "attacking a task" which means you are doing it with gusto, or "attacking some food" which means you are eating very quickly and enthusiastically. It's the same for lay into.

To lay into the collar must be a very dated idiom. Oxford's COD does not have it - neither under to lay nor under collar. You have to do real internet research to find it. I didn't even find it
in the American Heritage Dictionary. And I wouldn't use to lay into someone for to scold either. To me that seems a very queer expression.

The collar refers to the collar a horse wears when pulling a carriage or plow. Thus the idiom is just "to lay into [something]", and in this case it's the collar. "To lay into someone" as in scolding is outdated, but not so much so that it's not understood in American English.
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abby hairboat♦Feb 27 '14 at 15:47

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And as for "lay into" meaning scold or attack, take a look at this Google Ngram comparing it with two idioms with similar meaning.
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StoneyBFeb 27 '14 at 17:21